My steps would be:
- Boot to Fedora flash drive
- Shrink Windows partition using installer
- Create a root partition for Fedora following the Windows partition (leave room for Ubuntu!)
- Create a swap partition at the end of the disk (4-8GB should be enough)
- Install Fedora on its partition
- Reboot to Ubuntu flash drive
- Create Ubuntu root partition in the remaining space
- Use the swap partition you created earlier for Ubuntu swap as well, by selecting the "Use as" option, and selecting "swap"
- Install Ubuntu on its root partition
- Reboot! Ubuntu should have detected Fedora and Windows and set up GRUB accordingly.
You should end up with the following partitions in this order:
- Windows partitions
- Fedora root partition
- Ubuntu root partition
- Swap partition